Description Usage Arguments Author(s) References
Plot the efficient frontier, as described in A. Meucci, "Risk and Asset Allocation", Springer, 2005.
1 | PlotCompositionEfficientFrontier(Portfolios)
|
Portfolios |
: [matrix] (M x N) M portfolios of size N (weights) |
Xavier Valls flamejat@gmail.com
A. Meucci - "Exercises in Advanced Risk and Portfolio Management" http://symmys.com/node/170.
See Meucci's script for "PlotCompositionEfficientFrontier.m"
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